Is it possible to change the passwords for
sudo et.c. without changing the password I use to log in?
If so, how can I do it?
(Mac with Sierra)
No - there is no system password, just one password for each and every user you define in the system.
The first user is an administrator, and they get sudo permissions out of the box. You can add passwords and users behind the scenes, in front of the scenes and have multiple user/password combinations so that you can issue one for remote use if that suits your needs and hide that user from the GUI.
sudo dscl . create /Users/hiddenuser IsHidden 1
VNC is the oddball, you can change that out of the box to have a "system" password but that's less secure than using an account password unless you don't need to know who is connecting remotely. You could also do the "easy" thing and make these passwords all the same and easy to type. Not the most secure, but it's your choice if you want that to get started.